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作者:

Luo, Guowang (Luo, Guowang.) | Wu, Mixia (Wu, Mixia.) (学者:吴密霞)

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摘要:

In this article, we consider variable selection in semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters. With the nonparametric functions approximated by B-spline basis functions and combining 2SLS method with the SCAD penalty, we propose a variable selection procedure. Under mild conditions, we establish the consistency and oracle property of the resulting estimators for parameter components and consistency of the regularized estimator for nonparametric component. Some simulation studies are conducted to assess the finite sample performance of the proposed variable selection procedure, and the developed methodology is illustrated by an analysis of the Boston housing price data.

关键词:

instrumental variable Semiparametric varying-coefficient spatial autoregressive variable selection

作者机构:

  • [ 1 ] [Luo, Guowang]Beijing Univ Technol, Coll Appl Sci, Dept Stat, Beijing 100124, Peoples R China
  • [ 2 ] [Wu, Mixia]Beijing Univ Technol, Coll Appl Sci, Dept Stat, Beijing 100124, Peoples R China

通讯作者信息:

  • 吴密霞

    [Wu, Mixia]Beijing Univ Technol, Coll Appl Sci, Dept Stat, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2019

期: 9

卷: 50

页码: 2062-2079

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:25

被引次数:

WoS核心集被引频次: 11

SCOPUS被引频次: 8

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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